﻿/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 * 
 * Licensed under the Apache License, Version 2.0 (the "License"); 
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 * 
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;

namespace QuantConnect.Data.Market
{
    /// <summary>
    /// Represents a intra day divdend split.
    /// </summary>
    public class IntraDayDividendSplit : BaseData
    {
        public Split Split { get; private set; }

        public Dividend Dividend { get; private set; }

        public IntraDayDividendSplit(Split split, Dividend dividend)
        {
            if (split == null) 
                throw new ArgumentNullException("split");
            if (dividend == null)
                throw new ArgumentNullException("dividend");


            Split = split;
            Dividend = dividend;
            Time = Split.Time;
        }
    }
}
